I swerved to miss a deer in the road, wrecked my car, and now my insurance company is saying that I'm considered at fault. Why is that?

Hitting an animal in the road falls under the category of a comprehensive insurance claim because animals do not follow road laws and can't be expected to avoid cars or roadways. It's the same general principle as hail damage. The incident changes to an at fault accident when you swerve to avoid the animal because the maneuver you chose to make caused the accident. Generally speaking, the resulting damage from hitting a deer is far less than the potential damage of driving off the roadway at a high rate of speed and having an accident.